I've previously created a Silverlight application for CRM-2011 and there has been samples for Silverlight in the CRM-2011 SDK. However, I installed CRM 2015 SDK and I couldn't find any sample codes for Silverlight, does it no longer support silverlight ? If it still supports it, how can i create a connection to the CRM 2015 within my Silverlight application ?
Microsoft abandoned Silverlight a couple of years ago, in favour of HTML5. Silverlight is not supported on all platforms (mobile to begin with) and it does not fit in the cross-platform/execute-anywhere strategy Microsoft follows nowadays.
Microsoft may not say this out loud, but Silverlight can be seen as legacy and therefore should be avoided when possible.
However, Dynamics CRM 2015 still supports Silverlight web resources. You can find documentation in the help-file (.CHM) in the SDK. CRM 2011 examples should still work. (B.t.w, Silverlight sample code appears to have been removed from the CRM 2013 SDK already.)